OBJECTIVE: Few studies have examined the effect of risk factor modifications on depression incidence. This study was to explore psychosocial risk factors for depression and quantify the effect of risk factor modifications on depression incidence in a large-scale, longitudinal population-based study.METHODS: Data were from the Montreal Longitudinal Catchment Area study (N=2433). Multivariate modified Poisson regression was used to estimate relative risk (RR). Population attributable fractions were also used to estimate the potential impact of risk factor modifications on depression incidence.RESULTS: The cumulative incidence rate of major depressive disorder at the 2-year follow-up was 4.8%, and 6.6% at the 4-year follow-up. Being a younger adult, female, widowed, separated or divorced, Caucasian, poor, occasional drinker, having a family history of mental health problems, having less education and living in areas with higher unemployment rates and higher proportions of visible minorities, more cultural community centres and community organisations, were consistently associated with the increased risk of incident major depressive disorder. Although only 5.1% of the disease incidence was potentially attributable to occasional drinking (vs abstainers) at the 2-year follow-up, the attribution of occasional drinking doubled at the 4-year follow-up. A 10% reduction in the prevalence of occasional drinking in this population could potentially prevent half of incident cases.CONCLUSIONS: Modifiable risk factors, both individual and societal, could be the targets for public depression prevention programmes. These programmes should also be gender-specific, as different risk factors have been identified for men and women. Public health preventions at individual levels could focus on the better management of occasional drinking, as it explained around 5%~10% of incident major depressive disorders. Neighbourhood characteristics could also be the target for public prevention programmes. However, this could be very challenging. A cost-effectiveness analysis of a variety of prevention efforts is warranted.